Roger K. Loh

Assistant Professor of Finance
Singapore Management University
Lee Kong Chian School of Business
50 Stamford Rd, #04-01
Singapore 178899
rogerloh@smu.edu.sg

Description: Description: Description: Description: Description: Description: Description: Description: Description: Description: Description: Description: Description: Description: C:\Users\rogerloh\Documents\Web Sites\Webpages\NewSMUsite\rogerloh.JPG

 

 

 

CV

 

Teaching

 

Database Site

 

Links

 Background and Research

Full CV (pdf)

Education
Ph.D. in Finance, Ohio State University, 2003-2008
M.Sc. (Mgt) National University of Singapore, 2000-2002
B.B.A.  (Finance, 1st Class Honors), National University of Singapore, 1996-2000

Experience
Assistant Professor of Finance, Lee Kong Chian School of Business, Singapore Management University, Jul 2008-present
Research Assistant to G. Andrew Karolyi (2003-06), René M. Stulz (2006-07), Ohio State University
Lecturer of Finance, Singapore Management University, 2002-2003
Asian Equities Research Intern, Credit Suisse First Boston (Singapore), Summer 2000

Research Interests
Security Analysts
Empirical Asset Pricing

Publications
Streaks in earnings surprises and the cross-section of stock returns, 2012, Management Science 58, 1305-1321 (with Mitch Warachka). (Slides)
     Profiled in Citigroup Academic Digest, Apr 2009.

When are analyst recommendation changes influential?, 2011, Review of Financial Studies 24, 593-627 (with René Stulz). (Internet appendix, Slides)
     Featured in Wall Street Journal, 2009, “Markets often shrug at analysts’ calls”.  
     Profiled in NBER Digest, Sep 2009, and Citigroup Academic Digest, Jun 2009.

Investor inattention and the underreaction to stock recommendations, 2010, Financial Management 39, 1223-1251.
     Profiled in Citigroup Academic Digest, 2009.

Do accurate earnings forecasts facilitate superior investment recommendations?, 2006, Journal of Financial Economics 80, 455-483, (with Mujtaba Mian).
    Reprinted in CFA Digest 36, Nov 2006, 41-42.

The quality of analysts' earnings forecasts during the Asian crisis: Evidence from Singapore, 2003, Journal of Business Finance and Accounting 30, 749-769 (with Mujtaba Mian).

Working Papers
Have we solved the idiosyncratic volatility puzzle? with Kewei Hou, 2012.

Description: Description: Description: Description: Description: Description: C:\Users\rogerloh.SMUSTF\Documents\Web Sites\Webpages\NewSMUsite\new.gifIs sell-side research more valuable in bad times? with René Stulz, 2013. Presented at AFA 2014.
     Featured in Bloomberg news, and The Economist.   

Financing constraints and the disposition effect, 2014, coming soon, with Dong Hong and Mitch Warachka.

Hype my stock: Do firms really want biased research? 2009.

Practitioner Articles
Fatal or friendly fees? Unit trusts versus ETFs, Nov 2008.

Official SMU profile
Google scholar profile
Seminar series in SMU